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This is a frustratingly-simple fix which worked for me, and I wanted to post it here in case other people are having the same problem. It could very well be a problem specific to my own system and no one else's, but you never know!

My Specs:

OS: Windows 7 Enterprise SP1 x64
RAM: 4GB Corsair DDR2 PC2-6400 CM2X2048-6400C5
CPU: Intel Core 2 Quad Q6600 2.40GHz
GPU: ATI AMD Radeon HD 5850 1GB
Soundcard: SoundMAX Integrated Digital HD Audio
Motherboard: ASUS Striker Extreme (nForce Chipset)

The Problem:

When any of the three STALKER games are launched, the game will crash/hang/freeze at the splash screen or immediately after (when the screen turns black/full-screen, but before the intro movies or main menus appear). My error logs for all of the games seemed to end at the point at which the xrCore.dll file was being initialised, stating "The specified module could not be found". The games' .exe would more often than not need to be terminated using the Task Manager, otherwise a Windows error message would appear, saying the .exe "has stopped working" and will indicate the xrCore.dll file as the source of the fault.

The Fix:

Right-click the game shortcut and select Properties. Open the Compatibility tab. You'll notice that two compatibility options are already ticked (at least they were for me!). The two options in question are "Run this program as an administrator" and "Disable display scaling on high DPI settings". Leave those ticked. Enable an additional option; "Run this program in compatibility mode for:" and select "Windows XP (Service Pack 3)" from the drop-down menu. It will most likely be selected for you already.

Click OK and try to run the game again.

If you're launching the game from within Steam, you can apply the compatibility options directly to the game .exe files. This is where you can find them for each game:

Shadow of Chernobyl
..\S.T.A.L.K.E.R. Shadow of Chernobyl\bin\XR_3DA.exe

Clear Sky
..\S.T.A.L.K.E.R. Clear Sky\bin\xrEngine.exe

Call of Pripyat
..\S.T.A.L.K.E.R. Call of Pripyat\bin\xrEngine.exe

These games have a plethora of bugs and there are numerous fixes to be tried for each. This one fix worked for this one problem on my system, so I won't be surprised if it doesn't work for anyone else!
Update:

The above fix got my copy of STALKER to launch successfully, but it created its own problem. Load times become excruciating and saving the game would cause the game to hang for around 10 seconds. After searching for why this might be happening, the one solution I came across again and again was to make sure the game wasn't set to compatibility mode. This presented a problem for me, of course, because the game wouldn't run without compatibility mode. So I tried disabling the compatibility option I set before, and the game launched fine. Fast load times, fast saving. So the above fix might help you get the game up and running initially, at which point you can set your options and start a new game, but once this is done you need to reset the compatibility options again.
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Paddy: So I tried disabling the compatibility option I set before, and the game launched fine. Fast load times, fast saving. So the above fix might help you get the game up and running initially, at which point you can set your options and start a new game, but once this is done you need to reset the compatibility options again.
Makes me wonder whether the games failed to write the configuration file ("user.ltx") when not using compatibility mode. Supposedly the games write that file on first startup and use some information about your system to automatically come up with an adequate configuration. Maybe the games were unable to identify some stuff about your system (like your graphics card model or something about your CPU) outside of compatibility mode for some reason.

Edit: Also I think I know why the load times went to shit in compatibility mode. Presumably compatibility mode allocates only 2 GB of RAM to the game like older versions of Windows did and where Stalker behaved in a similar manner and should always be played with lower texture resolution.
Post edited February 15, 2014 by F4LL0UT
Hello Just. To help every one Who. Love stalker and have crazy problem whit start crash i read. All Internet. Post about this and no one was work. The fix game is. Super. Easy what you need. To to. Just. When you install game for 1st.time from steam open main derectory. Where. Is all documents of game copy everything and. Past on. Separate. Folder. In your. Pc even if. Game. After crash Just. Save your. Save game. At separate. Copy delete. Everything inside Folder. In call of pripyat. And. Copy. From your. Second Folder. Where. You make before. Copy. Then. Put inside. Your save. And game. Work i hope now. All. Can play. Game again